NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 12-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2014 |
12-May-2014 |
Change |
Change % |
Previous Week |
Open |
4.572 |
4.478 |
-0.094 |
-2.1% |
4.767 |
High |
4.574 |
4.478 |
-0.096 |
-2.1% |
4.811 |
Low |
4.480 |
4.379 |
-0.101 |
-2.3% |
4.480 |
Close |
4.508 |
4.413 |
-0.095 |
-2.1% |
4.508 |
Range |
0.094 |
0.099 |
0.005 |
5.3% |
0.331 |
ATR |
0.106 |
0.108 |
0.002 |
1.5% |
0.000 |
Volume |
15,252 |
11,955 |
-3,297 |
-21.6% |
56,105 |
|
Daily Pivots for day following 12-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.720 |
4.666 |
4.467 |
|
R3 |
4.621 |
4.567 |
4.440 |
|
R2 |
4.522 |
4.522 |
4.431 |
|
R1 |
4.468 |
4.468 |
4.422 |
4.446 |
PP |
4.423 |
4.423 |
4.423 |
4.412 |
S1 |
4.369 |
4.369 |
4.404 |
4.347 |
S2 |
4.324 |
4.324 |
4.395 |
|
S3 |
4.225 |
4.270 |
4.386 |
|
S4 |
4.126 |
4.171 |
4.359 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.593 |
5.381 |
4.690 |
|
R3 |
5.262 |
5.050 |
4.599 |
|
R2 |
4.931 |
4.931 |
4.569 |
|
R1 |
4.719 |
4.719 |
4.538 |
4.660 |
PP |
4.600 |
4.600 |
4.600 |
4.570 |
S1 |
4.388 |
4.388 |
4.478 |
4.329 |
S2 |
4.269 |
4.269 |
4.447 |
|
S3 |
3.938 |
4.057 |
4.417 |
|
S4 |
3.607 |
3.726 |
4.326 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.811 |
4.379 |
0.432 |
9.8% |
0.114 |
2.6% |
8% |
False |
True |
12,134 |
10 |
4.845 |
4.379 |
0.466 |
10.6% |
0.103 |
2.3% |
7% |
False |
True |
10,518 |
20 |
4.845 |
4.379 |
0.466 |
10.6% |
0.102 |
2.3% |
7% |
False |
True |
9,619 |
40 |
4.845 |
4.280 |
0.565 |
12.8% |
0.097 |
2.2% |
24% |
False |
False |
8,644 |
60 |
4.845 |
4.280 |
0.565 |
12.8% |
0.110 |
2.5% |
24% |
False |
False |
7,759 |
80 |
4.845 |
4.096 |
0.749 |
17.0% |
0.109 |
2.5% |
42% |
False |
False |
6,850 |
100 |
4.845 |
3.923 |
0.922 |
20.9% |
0.101 |
2.3% |
53% |
False |
False |
5,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.899 |
2.618 |
4.737 |
1.618 |
4.638 |
1.000 |
4.577 |
0.618 |
4.539 |
HIGH |
4.478 |
0.618 |
4.440 |
0.500 |
4.429 |
0.382 |
4.417 |
LOW |
4.379 |
0.618 |
4.318 |
1.000 |
4.280 |
1.618 |
4.219 |
2.618 |
4.120 |
4.250 |
3.958 |
|
|
Fisher Pivots for day following 12-May-2014 |
Pivot |
1 day |
3 day |
R1 |
4.429 |
4.556 |
PP |
4.423 |
4.508 |
S1 |
4.418 |
4.461 |
|